| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 391.04 mm | 391.04 mm principal | 44.21 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 228.90 mm | 228.90 mm principal | 25.88 | Short-term investment vehicle | Long | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 119.33 mm | 119.33 mm principal | 13.49 | Short-term investment vehicle | Long | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 83.05 mm | 83.05 mm principal | 9.39 | Short-term investment vehicle | Long | USA |
|
ICE SEMICONDUCTOR INDEX SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
38.58 mm | 1.00 contracts | 4.36 | Equity derivative | N/A | USA |
|
ICE SEMICONDUCTOR INDEX SWAP
UBS AG
|
33.65 mm | 1.00 contracts | 3.81 | Equity derivative | N/A | USA |
|
ICE SEMICONDUCTOR INDEX SWAP
BNP Paribas
|
22.56 mm | 1.00 contracts | 2.55 | Equity derivative | N/A | USA |
|
ICE SEMICONDUCTOR INDEX SWAP
Goldman Sachs & Co. LLC
|
21.10 mm | 1.00 contracts | 2.39 | Equity derivative | N/A | USA |
|
ICE SEMICONDUCTOR INDEX SWAP
Citibank National Association
|
17.06 mm | 1.00 contracts | 1.93 | Equity derivative | N/A | USA |
|
ICE SEMICONDUCTOR INDEX SWAP
Barclays Bank PLC
|
15.05 mm | 1.00 contracts | 1.70 | Equity derivative | N/A | USA |
|
ICE SEMICONDUCTOR INDEX SWAP
J.P. MORGAN SECURITIES LLC.
|
-270.63 k | 1.00 contracts | -0.03 | Equity derivative | N/A | USA |
|
ICE SEMICONDUCTOR INDEX SWAP
Societe Generale S.A.
|
-22.06 mm | 1.00 contracts | -2.49 | Equity derivative | N/A | USA |
